Articles with public access mandates - Patrick WekeLearn more
Not available anywhere: 2
Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices
K Lundengård, C Ogutu, S Silvestrov, P Weke
Modern Problems in Insurance Mathematics, 335-363, 2014
Mandates: Swedish Research Council
Construction of moment-matching multinomial lattices using Vandermonde matrices and Gröbner bases
K Lundengård, C Ogutu, S Silvestrov, Y Ni, P Weke
AIP Conference Proceedings 1798 (1), 2017
Mandates: Swedish Research Council
Available somewhere: 2
Developing excellence in biostatistics leadership, training and science in Africa: How the Sub-Saharan Africa Consortium for Advanced Biostatistics (SSACAB) training unites …
TF Chirwa, ZM Zingoni, P Munyewende, SO Manda, H Mwambi, ...
AAS open research 3, 51, 2020
Mandates: Department of International Development, UK, Wellcome Trust, African Academy …
Pricing Asian options using moment matching on a multinomial lattice
C Ogutu, K Lundengård, S Silvestrov, P Weke
AIP Conference Proceedings 1637 (1), 759-765, 2014
Mandates: Swedish Research Council
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